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DFSPX vs. VSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSPX vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

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DFSPX vs. VSGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DFSPX
DFA International Sustainability Core 1 Portfolio
-1.12%32.97%4.99%18.37%-17.70%12.12%11.64%24.22%-15.15%
VSGX
Vanguard ESG International Stock ETF
2.12%30.77%5.72%15.62%-18.61%7.24%13.01%23.04%-12.87%

Returns By Period

In the year-to-date period, DFSPX achieves a -1.12% return, which is significantly lower than VSGX's 2.12% return.


DFSPX

1D
3.19%
1M
-7.56%
YTD
-1.12%
6M
2.70%
1Y
23.62%
3Y*
14.67%
5Y*
7.41%
10Y*
8.97%

VSGX

1D
1.37%
1M
-5.98%
YTD
2.12%
6M
5.93%
1Y
27.25%
3Y*
15.24%
5Y*
6.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSPX vs. VSGX - Expense Ratio Comparison

DFSPX has a 0.24% expense ratio, which is higher than VSGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DFSPX vs. VSGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSPX
DFSPX Risk / Return Rank: 7474
Overall Rank
DFSPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DFSPX Sortino Ratio Rank: 7676
Sortino Ratio Rank
DFSPX Omega Ratio Rank: 7373
Omega Ratio Rank
DFSPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
DFSPX Martin Ratio Rank: 7272
Martin Ratio Rank

VSGX
VSGX Risk / Return Rank: 7878
Overall Rank
VSGX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VSGX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VSGX Omega Ratio Rank: 7878
Omega Ratio Rank
VSGX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VSGX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSPX vs. VSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard ESG International Stock ETF (VSGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DFSPXVSGXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.56

-0.10

Sortino ratio

Return per unit of downside risk

1.99

2.11

-0.12

Omega ratio

Gain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratio

Return relative to maximum drawdown

1.81

2.15

-0.34

Martin ratio

Return relative to average drawdown

7.25

8.41

-1.16

DFSPX vs. VSGX - Sharpe Ratio Comparison

The current DFSPX Sharpe Ratio is 1.46, which is comparable to the VSGX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DFSPX and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSPXVSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.56

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.39

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.42

+0.12

Correlation

The correlation between DFSPX and VSGX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFSPX vs. VSGX - Dividend Comparison

DFSPX's dividend yield for the trailing twelve months is around 3.07%, less than VSGX's 3.23% yield.


TTM20252024202320222021202020192018201720162015
DFSPX
DFA International Sustainability Core 1 Portfolio
3.07%3.06%3.06%2.59%2.27%2.64%1.44%2.52%2.60%2.32%2.48%2.43%
VSGX
Vanguard ESG International Stock ETF
3.23%3.23%3.10%2.77%2.61%2.49%1.67%2.28%0.38%0.00%0.00%0.00%

Drawdowns

DFSPX vs. VSGX - Drawdown Comparison

The maximum DFSPX drawdown since its inception was -35.86%, which is greater than VSGX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for DFSPX and VSGX.


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Drawdown Indicators


DFSPXVSGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.86%

-33.09%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-12.84%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-32.14%

-0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.86%

Current Drawdown

Current decline from peak

-9.10%

-8.51%

-0.59%

Average Drawdown

Average peak-to-trough decline

-7.26%

-7.90%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.28%

-0.29%

Volatility

DFSPX vs. VSGX - Volatility Comparison

The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 7.55%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 8.22%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSPXVSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

8.22%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

12.24%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

17.53%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.98%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

17.95%

-1.79%